Author:
Baheti Prasun,Mashal Roy,Naldi Marco
Subject
Economics and Econometrics,Finance
Cited by
3 articles.
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1. Collateralized Debt Obligation (CDO) Options;Encyclopedia of Quantitative Finance;2010-05-15
2. FAST VALUATION OF FORWARD-STARTING BASKET DEFAULT SWAPS;International Journal of Theoretical and Applied Finance;2010-03
3. Valuation of forward-starting CDOs;International Journal of Computer Mathematics;2009-06